Having a volume filled and not empty

A couple of things. You have the camera set to Parallel projection, it is better to work in perspective.
I can’t see where it is you want the laser capsule to fit from the model you uploaded, but I positioned it at the same angle on the green axis and intersected and cleaned up.

One important point is the scale of your work, SU has problems forming faces when you get edges down in the less than 1mm range, this includes the individual segments of a circle. The workaround for this is to scale up, edit and scale down, or use the Dave Method, which I have used here. I have left the large version in the model for you to see. In this case I only need to scale by 10, but it could be 100, 1000, or even just a random amount as it gets deleted at the end.
Basically, with a scaled up version, position the Capsule and intersect it and clean up, simple as that.
capsule_laserBox.skp (107.1 KB)